+206.6%
C vs RL
+244.8%
-38.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.3% | -2.4% |
| 7D | -5.3% | -4.7% | -0.6% | -3.6% |
| 30D | -7.3% | +3.6% | -10.9% | -8.5% |
| 3M | -13.5% | +0.5% | -14.0% | -13.9% |
| 6M | -6.5% | +6.6% | -13.1% | -9.8% |
| YTD | +3.6% | +8.8% | -5.2% | -1.1% |
| 1Y | +18.9% | +21.8% | -2.9% | +8.4% |
| All | +206.6% | +244.8% | -38.2% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling